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Fix/small fixes to evaluation functions #94

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Aug 5, 2024
Merged

Fix/small fixes to evaluation functions #94

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2def129
added absolute function
lennybronner Dec 27, 2023
30dd017
updated tests
lennybronner Dec 28, 2023
3928c34
linter
lennybronner Dec 28, 2023
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11 changes: 5 additions & 6 deletions src/elexmodel/utils/math_utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -92,26 +92,25 @@ def compute_error(true, pred, type_="mae"):
computes error. either mean absolute error or mean absolute percentage error
"""
if type_ == "mae":
return np.mean(np.abs(true - pred)).round(decimals=0)
return np.mean(np.abs(true - pred))
if type_ == "mape":
mask = true != 0
mape = np.mean((np.abs(true - pred) / true)[mask])
mape = np.mean((np.abs((true - pred) / true))[mask])
# if all true values are zero, then race was uncontested and mape doesn't make sense to compute
if math.isnan(mape):
return mape
return mape.round(decimals=2)
return mape


def compute_frac_within_pi(lower, upper, results):
"""
computes coverage of prediction intervals.
"""
return np.mean((upper >= results) & (lower <= results)).round(decimals=2)
return np.mean((upper >= results) & (lower <= results))


def compute_mean_pi_length(lower, upper, pred):
"""
computes average relative length of prediction interval
"""
# we add 1 since pred can be literally zero
return np.mean((upper - lower) / (pred + 1)).round(decimals=2)
return np.mean(np.abs(np.nan_to_num((upper - lower) / pred)))
6 changes: 3 additions & 3 deletions tests/utils/test_math_utils.py
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Expand Up @@ -114,7 +114,7 @@ def test_compute_mape():
# if multiple true values are zero
y_true = pd.Series(np.asarray([0, 1, 4, 0, 5, 3]))
y_pred = pd.Series(np.asarray([10, 4, 8, 20, 5, 8]))
mape = round((abs(1 - 4) / 1 + abs(4 - 8) / 4 + abs(5 - 5) / 5 + abs(3 - 8) / 3) / 4, 2)
mape = (abs(1 - 4) / 1 + abs(4 - 8) / 4 + abs(5 - 5) / 5 + abs(3 - 8) / 3) / 4
assert math_utils.compute_error(y_true, y_pred, type_="mape") == pytest.approx(mape)

# if all true values are zero
Expand All @@ -127,12 +127,12 @@ def test_compute_frac_within_pi():
lower = np.asarray([0, 1, 4, 10, 5, 3])
upper = np.asarray([10, 4, 8, 20, 5, 8])
pred = np.asarray([5, 8, 5, 10, 5, 9])
assert math_utils.compute_frac_within_pi(lower, upper, pred) == round(4 / 6, 2)
assert math_utils.compute_frac_within_pi(lower, upper, pred) == pytest.approx(4 / 6)


def test_compute_mean_pi_length():
random_number_generator = np.random.RandomState(42)
lower = random_number_generator.normal(loc=5, scale=1, size=100)
length = random_number_generator.lognormal(mean=1, sigma=5, size=100)
upper = lower + length
assert math_utils.compute_mean_pi_length(lower, upper, 0) == np.mean(length).round(decimals=2)
assert math_utils.compute_mean_pi_length(lower, upper, 1) == np.mean(length)
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